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Recent progress in robust statistical learning has mainly tackled convex problems, like mean estimation or linear regression, with non-convex challenges receiving less attention. Phase retrieval exemplifies such a non-convex problem,…

Machine Learning · Statistics 2024-10-15 Alex Buna , Patrick Rebeschini

This paper aims to characterize the optimal frame for phase retrieval, defined as the frame whose condition number for phase retrieval attains its minimal value. In the context of the two-dimensional real case, we reveal the connection…

Information Theory · Computer Science 2026-02-17 Zhiqiang Xu , Zili Xu , Xinyue Zhang

Phase retrieval has been an attractive but difficult problem rising from physical science, and there has been a gap between state-of-the-art theoretical convergence analyses and the corresponding efficient retrieval methods. Firstly, these…

Information Theory · Computer Science 2017-12-06 Gen Li , Yuchen Jiao , Yuantao Gu

This paper aims to address the phase retrieval problem from subgaussian measurements with arbitrary noise, with a focus on devising robust and efficient algorithms for solving non-convex problems. To ensure uniqueness of solutions in the…

Optimization and Control · Mathematics 2024-12-11 Haiyang Peng , Deren Han , Linbin Li , Meng Huang

We consider the problem of estimation of a low-rank matrix from a limited number of noisy rank-one projections. In particular, we propose two fast, non-convex \emph{proper} algorithms for matrix recovery and support them with rigorous…

Machine Learning · Statistics 2017-05-23 Mohammadreza Soltani , Chinmay Hegde

We present novel analysis and algorithms for solving sparse phase retrieval and sparse principal component analysis (PCA) with convex lifted matrix formulations. The key innovation is a new mixed atomic matrix norm that, when used as…

Statistics Theory · Mathematics 2024-04-22 Andrew D. McRae , Justin Romberg , Mark A. Davenport

Retrieving the phase of a complex-valued field from the measurements of its amplitude is a crucial problem with a wide range of applications in microscopy and ultracold atomic physics. In particular, obtaining an accurate and efficient…

Optics · Physics 2025-06-16 Andrii Torchylo

We study the sparse phase retrieval problem, which seeks to recover a sparse signal from a limited set of magnitude-only measurements. In contrast to prevalent sparse phase retrieval algorithms that primarily use first-order methods, we…

Information Theory · Computer Science 2024-03-20 Jian-Feng Cai , Yu Long , Ruixue Wen , Jiaxi Ying

In spin based quantum dot arrays, material or fabrication imprecisions affect the behaviour of the device, which must be taken into account when controlling it. This requires measuring the shape of specific convex polytopes. In this work,…

Machine Learning · Computer Science 2022-10-19 Oswin Krause , Torbjørn Rasmussen , Bertram Brovang , Anasua Chatterjee , Ferdinand Kuemmeth

In recent years, the mathematical and algorithmic aspects of the phase retrieval problem have received considerable attention. Many papers in this area mention crystallography as a principal application. In crystallography, the signal to be…

Information Theory · Computer Science 2018-06-15 Veit Elser , Ti-Yen Lan , Tamir Bendory

We study a spectral initialization method that serves a key role in recent work on estimating signals in nonconvex settings. Previous analysis of this method focuses on the phase retrieval problem and provides only performance bounds. In…

Information Theory · Computer Science 2019-07-23 Yue M. Lu , Gen Li

The Euclidean space notion of convex sets (and functions) generalizes to Riemannian manifolds in a natural sense and is called geodesic convexity. Extensively studied computational problems such as convex optimization and sampling in convex…

Optimization and Control · Mathematics 2020-02-10 Navin Goyal , Abhishek Shetty

In this paper we study the problem of recovering a low-rank matrix from linear measurements. Our algorithm, which we call Procrustes Flow, starts from an initial estimate obtained by a thresholding scheme followed by gradient descent on a…

Optimization and Control · Mathematics 2016-02-08 Stephen Tu , Ross Boczar , Max Simchowitz , Mahdi Soltanolkotabi , Benjamin Recht

Phase retrieval aims at recovering a complex-valued signal from magnitude-only measurements, which attracts much attention since it has numerous applications in many disciplines. However, phase recovery involves solving a system of…

Information Theory · Computer Science 2017-06-13 Wen-Jun Zeng , H. C. So

In this work, we consider convex optimization problems with smooth objective function and nonsmooth functional constraints. We propose a new stochastic gradient algorithm, called Stochastic Halfspace Approximation Method (SHAM), to solve…

Optimization and Control · Mathematics 2024-12-04 Nitesh Kumar Singh , Ion Necoara

This paper deals with finding an $n$-dimensional solution $x$ to a system of quadratic equations of the form $y_i=|\langle{a}_i,x\rangle|^2$ for $1\le i \le m$, which is also known as phase retrieval and is NP-hard in general. We put forth…

Optimization and Control · Mathematics 2017-05-31 Gang Wang , Georgios B. Giannakis , Yousef Saad , Jie Chen

The phase retrieval problem in the presence of noise aims to recover the signal vector of interest from a set of quadratic measurements with infrequent but arbitrary corruptions, and it plays an important role in many scientific…

Machine Learning · Statistics 2024-09-04 Zhong Zheng , Lingzhou Xue

We consider the problem of reconstructing two signals from the autocorrelation and cross-correlation measurements. This inverse problem is a fundamental one in signal processing, and arises in many applications, including phase retrieval…

Information Theory · Computer Science 2016-10-11 Kishore Jaganathan , Babak Hassibi

Phase retrieval is the problem of reconstructing images from magnitude-only measurements. In many real-world applications the problem is underdetermined. When training data is available, generative models allow optimization in a…

Machine Learning · Computer Science 2023-01-20 Tobias Uelwer , Sebastian Konietzny , Stefan Harmeling

Computing maximum a posteriori (MAP) estimation in graphical models is an important inference problem with many applications. We present message-passing algorithms for quadratic programming (QP) formulations of MAP estimation for pairwise…

Artificial Intelligence · Computer Science 2012-02-20 Akshat Kumar , Shlomo Zilberstein